Current jobs related to Quantitative Modeling Lead - Montreal, Quebec - SGS Société Générale de Surveillance SA


  • Montreal, Quebec, Canada Quantitative Talent Ltd Full time

    Quantitative Portfolio ManagerOur client, a leading global quantitative trading firm, is seeking a highly skilled Quantitative Portfolio Manager to join their team. As a key member of the portfolio management team, you will be responsible for the full research, development, and trading pipeline of systematic, quantitative strategies.Key...


  • Montreal, Quebec, Canada ProViso Staffing Full time

    Job SummaryWe are seeking a highly motivated and experienced Quantitative Risk Modeler to join our team at ProViso Staffing. The ideal candidate will have a strong background in quantitative finance, with expertise in asset pricing, empirical finance, or econometrics.Key ResponsibilitiesDevelop, test, and implement quantitative risk models to manage equity...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department oversees...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, risk understanding, and risk management techniques. The department's mission is to analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The department oversees...


  • Montreal, Quebec, Canada ProViso Staffing Full time

    Job Summary:We are seeking a highly motivated and experienced Senior Conformity Analyst to join our team at ProViso Staffing. The ideal candidate will have a strong background in quantitative finance and a proven track record of developing and implementing risk models.Key Responsibilities:Develop and maintain quantitative risk models to manage equity...


  • Montreal, Quebec, Canada Crédit Agricole Group Full time

    Key ResponsibilitiesAs a Quantitative Analyst-VP, you will be responsible for the validation of pricing models used by product lines, ensuring accuracy and reliability. You will also implement alternative pricing models, study model risk, and contribute to the design, specifications, and implementation of reserves methodologies for model risk.Additional...


  • Montreal, Quebec, Canada Crédit Agricole Group Full time

    Key ResponsibilitiesAs a Quantitative Analyst-VP, you will be responsible for the validation of pricing models used by product lines, ensuring accuracy and reliability. You will also implement alternative pricing models, study model risk, and contribute to the design, specifications, and implementation of reserves methodologies for model risk.Additional...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the Job:The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the Job:The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale by providing expertise, understanding of risks, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for the bank. The...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of SGS Société Générale de Surveillance SA by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the JobThe Risk Management Department plays a crucial role in the sustainable growth of SGS Société Générale de Surveillance SA by providing expertise, risk understanding, and risk management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...


  • Montreal, Quebec, Canada KPMG Canada Full time

    OverviewKPMG Canada is seeking a highly skilled Quantitative Modelling Consultant to join our team in the Montreal office. As a key member of our Financial Risk Management practice, you will be responsible for providing expert advice to clients in the financial services industry.Key ResponsibilitiesDevelop and implement quantitative models to assess credit...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk analysis, and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...


  • Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

    About the RoleThe Risk Management Department at SGS Société Générale de Surveillance SA plays a crucial role in the bank's sustainable growth by providing expertise, risk analysis, and management techniques. The department's mission is to independently analyze, assess, manage, and monitor risk-taking activities to achieve the best possible outcome for...

Quantitative Modeling Lead

2 months ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time
{"Responsibilities": "Key Responsibilities

As a Senior Advisor, Modelling, you will be responsible for leading and managing a team responsible for running and executing the monitoring of the pricing models and margining models. You will ensure accurate and timely monitoring of these models for the AMER branch of the bank. Additionally, you will improve existing monitoring methodologies to enhance accuracy and efficiency, collaborate with other quantitative analysts to establish new monitoring requirements and methodologies, and implement best practices and innovative solutions to optimize monitoring processes.

Project Management & Governance:

  1. Play a key role in managing projects aimed at addressing quantitative recommendations issued by Audit, RISQ, or regulators.
  2. Ensure project milestones are met, and deliverables are completed within scope, time, and budget constraints.
  3. Coordinate with cross-functional teams to achieve project objectives and maintain compliance with regulatory standards.
  4. Assist in the certification of the inventory of pricing models and maintain the rating of these models.
  5. Ensure compliance with internal and external documentation standards and regulatory requirements.

Skills and Qualifications:

Must Have:

  1. Master's degree in quantitative finance, Mathematics, Statistics, Computer Science, or a related field.
  2. Proven experience in leading and managing a team of quantitative analysts.
  3. Good understanding of pricing models, margining models, and risk metrics.
  4. Good project management skills with a track record of delivering complex projects.
  5. Proficient in programming languages such as Python, R and C++/C#.

Language:

Ability to communicate in English, both orally and in writing, is a requirement as the person in this position will need to collaborate regularly with colleagues and partners in the United States.

Due to US Federal Securities law applying to this position, candidates who will apply for this position will be required to submit to an enhanced background screening, including the collection of their fingerprints by a third-party vendor selected by the Financial Industry Regulatory Authority ("FINRA").

Our Benefits:

What We Do Differently at Societe Generale:

  • Minimum of 20 Vacation days + 4 personal days
    • Supportive Maternity, paternity, parental and adoption leave policy.
    • Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories (health, training, electronics etc.).

Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family.

Various Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.

A culture of continuous development by encouraging our employees to participate in various training programs (online training and coaching platform such as Coursera, GoFluent, Pluralsight, First Finance, and others).

Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate.

Diversity & Inclusion:

Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.

Our Diversity & Inclusion Vision:

• Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate.

• Engage our community and marketplace, and position the organization to meet the needs of all its clients.

Hybrid Work Environment:

Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.

"}